December 08, 2005

Case researchers discover new techniques for finding needles in haystacks

A Case Western Reserve University research team from physics and statistics
has recently created innovative statistical techniques that improve the chances
of detecting a signal in large data sets. The new technique can not only search
for the “needle in the haystack” in particle physics, but also
has applications in discovering a new galaxy, monitoring transactions for fraud
and security risk, identifying the carrier of a virulent disease among millions
of people or detecting cancerous tissues in a mammogram.

Case faculty members Ramani Pilla and Catherine Loader from statistics and
Cyrus Taylor from physics report their findings in the article, "A New
Technique for Finding Needles in Haystacks: A Geometric Approach to Distinguishing
between a New Source and Random Fluctuations,” December 2, in the journal,
Physical Review Letters.

“As haystacks of information grow ever larger—and the needles
ever smaller—the search for a signal becomes increasingly difficult to
find using traditional approaches. There is a need for sophisticated new statistical
methods,” the researchers report.

Researchers working with large amounts of data encounter the fundamental problem
of determining a real signal from random variation in the data. In many practical
problems, a suspected signal may only be a small blip in a noisy experimental
background.

The Case team discovered a technique that is built on the principle of comparing
a set of summary characteristics for any sub region of the observations with
the background variation. From these characteristics, attempts are made to
find small regions that appear significantly different from the background—a
difference that cannot simply be attributed to random chance.

“Methods used in high-energy particle physics problems traditionally
have searched for any departure from a background model; that is, anything
that is not a haystack,” said Pilla, the project leader. “Our method
efficiently incorporates information about the type of disorder expected, thereby
enabling us to find the signal of interest more accurately.”

At the core of the breakthrough is the idea of posing the problem in terms
of a "hypothesis-based testing" paradigm to detect statistical disorder
in the data. The method further exploits the flexibility behind a long-established
geometric formula in creating a technique that significantly enhances the ability
to distinguish a signal.

The researchers said the challenge is two-fold: defining efficient test statistics,
and determining the critical cut-off. That is, to help the scientist find what
is random variation as opposed to what is the signal. The detection problem
involves a large number of comparisons, and the researchers caution that experimentalists
should not be fooled into false discoveries by random variation.

“The experimenter wants to control the experiment-wise error rate: if
there is nothing in the data, then there must be minimal probability of falsely
discovering a signal. On the other hand, we want to maximize our chance of
discovering any real signal that may be present in the massive data set,” said
Loader.

“The probabilistic problem associated with this scenario is reduced
to one of finding the areas of certain regions on the surface of high-dimensional
spheres,” explains Pilla.

The Case researchers then exploit the geometric methods pioneered in 1939
by Harold Hotelling and Hermann Weyl. They tested the statistical techniques
by using computer simulated particle physics experiments that mimic the real
experiments conducted in colliders to demonstrate that the new technique significantly
increased detection probabilities.

“In high-energy particle physics and astrophysics problems, chi-square
goodness-of-fit tests are widely employed, although they have relatively low
power to detect the signal,” notes Taylor. "Through my collaborative
work with Professors Pilla and Loader, we are able to develop powerful
statistical tests for detecting a signal from noisy data with high probability,
a fundamental problem encountered in many scientific disciplines.”

Taylor added that “conducting experiments in a particle collider may
cost tens of millions of dollars. Improving efficiency in the analysis of experimental
results can lead to enormous cost savings. Furthermore, we can obtain the same
results with much smaller experiments, or effectively find much smaller departures
from the background model.”

“Detecting a real signal (the needle) present in random and chaotic
data (the haystack) will lead to scientific success,” conclude the researchers.

Funding for this research received support from the National Science Foundation
and the Office of Naval Research. For information, contact Pilla at 216-368-5013
or visit

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